Strong Markov Property of Poisson Processes and Slivnyak Formula

DOI10.1007/0-387-31144-0_3MaRDI QIDQ5445912zbMATH OpenOpenAlexFDO

Authors Sergei Zuyev

Publication date 6 March 2008

Published in Case Studies in Spatial Point Process Modeling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/0-387-31144-0_3

zbMATH Keywords

gamma-type resultPoisson point process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Continuous-time Markov processes on general state spaces (60J25)

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Cited in

(6)

• Laplace transform identities for the volume of stopping sets based on Poisson point processes
• Unbiased estimation of the volume of a convex body
• Limit theorems in discrete stochastic geometry
• Phase transitions and noise sensitivity on the Poisson space via stopping sets and decision trees
• Iterated Palm conditioning and some Slivnyak-type theorems for Cox and cluster processes
• Fluctuation bounds for the restricted solid-on-solid model of surface growth

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